Do you think you tricked the car into doing something it doesn't know how to handle (and thus, Mazda should consider incorporating this into their software), or is it a tricky situation where Mazda is aware of and just let the computer performs accordingly when it reads braking and throttling at the same time?
No tricks here, as fdew pointed out, this technique worked in the '70's too. Open differentials work better on slippery surfaces with added brake drag. I believe Dave Coleman claimed the Mazda does not use individual braking as part of their AWD traction control (individual braking is apparently only for dynamic stability). I am not sure why unless it's because it performs so well without it and they didn't want the extra load on the AWD differential. I really don't know, best guess is K.I.S.S.
Don't under-estimate the stock CX-5's snow/ice ability! I have made fresh tracks 10 miles into the backcountry in conditions I know would be challenging or impossible in most other 4x4's and AWD's and this year I drove a mile in even worse conditions up a slushy forest service road that stopped two guys in a Toyota 4x4 dead in their tracks. They made quite a mess where they were forced to turn around, the CX-5 motored right through, no problem! Whenever I go further than a mile or so I bring alpine-touring skis with me and full winter camping gear on-board in the event I can't drive out. Never had a problem though. The lightness of the CX-5 and the relatively high tire width/weight ratio is a big advantage in many conditions (although skinnier tires would be better for some conditions not requiring flotation).
Where the CX-5 is a stand-out is where it matters most to most people from a safety standpoint, at higher speeds on winter roads it just maintains directional control better. Less chance for that "oh s***!" slide moment into oncoming traffic and much better control if you need to drive around an oncoming vehicle sliding in your lane. This is a huge winter advantage and I'm sure the FWD models with appropriate tires would perform similarly.